WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 533,185
COMMITMENTS
78,619 105,585 119,179 301,641 252,397 499,439 477,161 33,746 56,024
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 4,485)
4,240 -372 -4,099 6,595 9,907 6,736 5,436 -2,251 -951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 19.8 22.4 56.6 47.3 93.7 89.5 6.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
115 167 170 82 109 317 347
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,526,170
COMMITMENTS
262,902 172,217 373,928 747,049 690,085 1383879 1236229 142,291 289,941
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 35,636)
18,045 -41,437 23,184 -5,129 49,805 36,101 31,551 -465 4,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 11.3 24.5 48.9 45.2 90.7 81.0 9.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 688)
173 149 224 217 307 514 588
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,533
COMMITMENTS
1,856 4,165 1,589 10,798 9,671 14,243 15,424 3,290 2,109
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -868)
174 199 -198 -762 -1,011 -785 -1,010 -83 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 23.8 9.1 61.6 55.2 81.2 88.0 18.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 19 7 18 14 36 35
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 600,207
COMMITMENTS
126,445 59,019 148,897 271,202 280,449 546,544 488,365 53,663 111,842
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -9,069)
-427 7,935 -3,391 -2,398 -12,351 -6,215 -7,806 -2,853 -1,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 9.8 24.8 45.2 46.7 91.1 81.4 8.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509)
157 140 184 108 174 373 417
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,277
COMMITMENTS
15,008 455 308 49 3,262 15,365 4,025 2,912 14,252
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -264)
-526 -115 -130 2 104 -654 -141 390 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.1 2.5 1.7 0.3 17.8 84.1 22.0 15.9 78.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
16 2 9 3 8 20 18
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,344
COMMITMENTS
2,510 2,387 2,079 1,526 1,583 6,114 6,050 229 294
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -466)
-768 53 17 321 -458 -429 -387 -37 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 37.6 32.8 24.1 25.0 96.4 95.4 3.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 12 13 2 4 17 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 311,762
COMMITMENTS
46,975 48,883 56,018 180,384 180,606 283,377 285,507 28,384 26,255
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 2,523)
-1,289 20,927 -8,919 15,637 -13,250 5,429 -1,242 -2,906 3,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 15.7 18.0 57.9 57.9 90.9 91.6 9.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
60 75 75 69 61 183 175
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 799,382
COMMITMENTS
74,973 153,960 39,328 536,328 446,552 650,629 639,841 148,752 159,541
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 55,001)
1,630 -6,040 12,903 32,213 34,745 46,746 41,608 8,255 13,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 19.3 4.9 67.1 55.9 81.4 80.0 18.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
24 38 35 77 81 122 133
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 123,720
COMMITMENTS
1,742 30,895 0 82,538 76,437 84,280 107,332 39,440 16,388
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 5,604)
0 3,923 -1,485 7,714 7,302 6,229 9,740 -625 -4,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 25.0 0.0 66.7 61.8 68.1 86.8 31.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 0 16 15 17 20
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,526
COMMITMENTS
1,359 417 162 6,582 7,796 8,103 8,375 423 151
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -155)
55 79 -6 -223 -138 -174 -65 19 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 4.9 1.9 77.2 91.4 95.0 98.2 5.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 6 1 16 19 27 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 216,224
COMMITMENTS
65,534 24,881 37,121 76,103 128,298 178,757 190,299 37,467 25,925
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -5,323)
4,001 4,008 -2,300 -9,085 -6,372 -7,384 -4,664 2,061 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 11.5 17.2 35.2 59.3 82.7 88.0 17.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
70 51 59 60 62 171 142
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,733
COMMITMENTS
3,726 4,166 1,641 8,601 8,247 13,968 14,055 2,766 2,679
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -946)
198 188 -405 -207 -490 -415 -707 -532 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 24.9 9.8 51.4 49.3 83.5 84.0 16.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 27 15 27 23 61 58
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,159,817
COMMITMENTS
288,113 235,735 81,863 683,416 673,266 1053391 990,864 106,425 168,953
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 72,989)
1,910 27,605 22,262 54,209 5,210 78,381 55,077 -5,392 17,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 20.3 7.1 58.9 58.0 90.8 85.4 9.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
35 59 33 95 132 150 205
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,086,852
COMMITMENTS
106,684 315,357 205,731 1448569 1235531 1760984 1756619 325,869 330,233
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 59,754)
-22,549 -3,135 38,207 31,988 34,059 47,647 69,132 12,108 -9,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 15.1 9.9 69.4 59.2 84.4 84.2 15.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
43 59 70 139 155 226 240
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,046,975
COMMITMENTS
184,126 120,598 34,619 610,505 657,674 829,250 812,891 217,726 234,084
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 22,285)
17,619 -16,628 3,291 650 52,498 21,559 39,161 726 -16,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 11.5 3.3 58.3 62.8 79.2 77.6 20.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
26 26 26 74 88 114 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,071,685
COMMITMENTS
168,942 33,485 401,221 455,199 576,933 1025361 1011639 46,323 60,046
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -45,200)
4,548 -30,710 12,233 -63,261 -26,843 -46,480 -45,319 1,280 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 3.1 37.4 42.5 53.8 95.7 94.4 4.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
30 27 45 60 63 111 117
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,388
COMMITMENTS
26,307 13,796 1,632 44,952 56,819 72,891 72,246 13,498 14,142
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -3,287)
-4,958 769 548 1,921 -3,671 -2,489 -2,354 -798 -933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 16.0 1.9 52.0 65.8 84.4 83.6 15.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
25 19 10 31 34 60 59
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,935
COMMITMENTS
5,498 710 6 10,101 14,925 15,605 15,641 330 294
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -418)
1,017 -67 0 -1,475 -364 -458 -431 40 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 4.5 0.0 63.4 93.7 97.9 98.2 2.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 9 1 7 20 11 30
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,650
COMMITMENTS
4,117 1,431 154 25,361 28,225 29,632 29,810 1,018 840
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 1,825)
591 321 0 1,224 1,524 1,815 1,845 10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 4.7 0.5 82.7 92.1 96.7 97.3 3.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 5 1 8 12 18 18
Updated May 7, 2010